Head and hair of object not rendering
The first issue is that you have set the hair material to be a 'Mask' material. You can disable this by going to the 'Transparency' panel in the material options for the hair material and un-ticking the box next to 'Transparency':



If you want to use transparency for the hair you can set it to 'Z Transparency' or 'Raytrace'. 

To get the hair to render as transparent you need to tell the material to use the transparency of the image you are using. On the hair material go to the texture panel and under the 'Influence' panel make sure 'Alpha' is turned on.



You can then turn the 'Alpha' value in the first screenshot to '0' as you are giving full control of the alpha over to the image.

Finally, because you are now using transparent textures, which will cast transparent shadows, you need to set both materials to 'Receive Transparent' in the 'Shadow' panel of the material options: